His last experience in postseason?
"WCC play-in game or Little League. But you guys are going back 17 years now," quipped Bay.
Beginning Wednesday night, there will no longer be a need for the Red Sox's left fielder to stretch his memory so far.
After 771 Major League games, Bay will finally taste the playoffs. His journey begins with Game 1 of the American League Division Series against the Angels.
But in truth, it really started on July 31, the day he was sent to Boston in a blockbuster three-team trade that moved Manny Ramirez to the Dodgers.
"I'm definitely excited," said Bay. "The last few years I've been home at this point, so it's nice to finally get out there and be a part of the postseason. [I'll] try not to make too big a deal out of it, just try to keep it as normal as possible."
That "keep it normal" approach has enabled Bay to thrive from the day he arrived in Boston. In 49 games with the Red Sox, Bay hit .293 with nine homers and 37 RBIs.
Now he embarks on another new challenge, doing it with a team loaded with players who have thrived in October.
"I don't really know if there's anything they can tell you," Bay said. "There's no magic thing to say, 'Hey, you need to do this or you need to do that.' It's the same game. Obviously, it's a little bit of a bigger stage, but I don't think anyone has got anything special that's going to be any different than what I've done or what we've done for the last year. Everyone is taking a business as usual kind of approach."
Bay is joined by rookies Justin Masterson and Jed Lowrie as the guys who are going to the postseason for the first time.
Red Sox second baseman Dustin Pedroia remembers what it was like being the new guy on the postseason stage last year. And though it all ended in glory, Pedroia struggled mightily in the first few games.
His advice for Bay, Masterson and Lowrie?
"It's the same game," Pedroia said. "It's not like they're backing the mound up or anything. They just need to go out, relax and do what they do -- don't try to do too much. That's where I think you get in trouble. I got in trouble the first series last year. I was trying to hit a home run every pitch. That's not who I am. They'll figure it out. Once the game gets going, they'll relax and calm down and be themselves."
Lowrie, who became Boston's starting shortstop when Julio Lugo tore his left quad in July, is looking forward to the experience.
"Any questions I would have, I could ask anybody who's gone through it before," Lowrie said. "I'm not going to go out and ask a bunch of advice. I'm just going to go out there and play my game. I think that's part of the learning experience, is going out there and doing it on your own. It's something that no one can tell you about. You just have to go do it."
Which is exactly the way Masterson looks at it. As the type of pitcher who feeds off adrenaline, the right-handed reliever looks forward to soaking it all in.
"Just remember what's made me good all year. Just keep pitching," Masterson said. "That's really about it. I can't really change a whole lot. I just want to stay strong at what I'm doing. I think when you get out there and you have the crowd out there, the atmosphere, I think that's when that little extra will kick in."
The one thing Bay can tell you is that the postseason is a long way from Pittsburgh.
"Basically I've been playing in playoff games ever since I got here," Bay said. "That's what it's felt like. I think everyone is nervous before every game, whether it's the playoffs or not. If you don't have that, you're not human. The bottom line is, when I got here, there was all the hoopla when I got traded over. The only time I felt comfortable was at 7:05 [p.m. ET] when the game started. I'm assuming that will be no different [Wednesday]."
Ian Browne is a reporter for MLB.com. This story was not subject to the approval of Major League Baseball or its clubs.